This option selects the language for any text on the finished puzzle that the user doesn't directly control.
You will probably notice that there aren't enough languages here. Feel free to drop me a note (see "Report Bug" to the left) that tells me:
The term "Words" is used when you select the "omit spaces" options. So a word that was something like "North America" would actually be in the puzzle as "NorthAmerica", and the clue would have "(2 words)" appended to the appropriate text.
The term "Word Bank" is used as a title if you select the "Word Bank" option. As this isn't a normal crossword puzzle term, if you don't know what to put here, do a literal translation of "Word Bank" and we'll wait for a teacher to tell me what a better translation would be.
Note that the Welsh language is a little different from other languages in the way it represents a character with two keyboard symbols. See http://en.wikipedia.org/wiki/Welsh_orthography for more information on how this works.